REGULARITY THEORY FOR SYSTEMS OF PARTIAL DIFFERENTIAL EQUATIONS WITH NEUMANN BOUNDARY CONDITIONS
Citation:
A. BENSOUSSAN,J. FREHSE.REGULARITY THEORY FOR SYSTEMS OF PARTIAL DIFFERENTIAL EQUATIONS WITH NEUMANN BOUNDARY CONDITIONS[J].Chinese Annals of Mathematics B,2002,23(2):165~180
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Authors:
A. BENSOUSSAN; J. FREHSE
Abstract:
The objective of this paper is to consider the theory of regularity of systems of partial differential equations with Neumann boundary conditions. It complements previous works of the authors for the Dirichlet case. This type of problem is motivated by stochastic differential games. The Neumann case corresponds to stochastic differential equations with reflection on boundary of the domain.